+71.6%
CB vs AMCR
+16.7%
+54.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.5% | -7.9% | +6.4% | -0.3% |
| 30D | +6.5% | +8.2% | -1.7% | +5.3% |
| 3M | +4.1% | -4.3% | +8.4% | +4.7% |
| 6M | +14.4% | +16.6% | -2.2% | +11.6% |
| YTD | +17.5% | +13.1% | +4.4% | +14.7% |
| 1Y | +27.5% | +14.4% | +13.1% | +24.2% |
| 3Y | +71.6% | +18.4% | +53.2% | +72.5% |
| All | +71.6% | +16.7% | +54.9% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling